Prediction of S&P 500 and DJIA stock indices using Particle Swarm Optimization technique
暂无分享,去创建一个
Ganapati Panda | Gadadhar Sahoo | Ritanjali Majhi | Arvind Choubey | Abhishek Panda | G. Panda | R. Majhi | G. Sahoo | A. Panda | A. Choubey
[1] Robert E. Dorsey,et al. Genetic algorithms for estimation problems with multiple optima , 1995 .
[2] K. Warwick,et al. Dynamic recurrent neural network for system identification and control , 1995 .
[3] James Kennedy,et al. Particle swarm optimization , 2002, Proceedings of ICNN'95 - International Conference on Neural Networks.
[4] Christopher J. Neely,et al. Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach , 1996, Journal of Financial and Quantitative Analysis.
[5] Y. Hiemstra. Applying Neural Networks and Genetic Algorithms to Tactical Asset Allocation , 1996 .
[6] M. Lettau. Explaining the facts with adaptive agents: The case of mutual fund flows , 1997 .
[7] Hitoshi Iba,et al. Using genetic programming to predict financial data , 1999, Proceedings of the 1999 Congress on Evolutionary Computation-CEC99 (Cat. No. 99TH8406).
[8] Rui Jiang,et al. Discovering investment strategies in portfolio management: a genetic algorithm approach , 2002, Proceedings of the 9th International Conference on Neural Information Processing, 2002. ICONIP '02..
[9] Baikunth Nath,et al. A fusion model of HMM, ANN and GA for stock market forecasting , 2007, Expert Syst. Appl..